+178.2%
AMDL vs TXT
+4.6%
+173.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -1.0% | +15.3% | +15.0% |
| 7D | +18.5% | -0.8% | +19.3% | +19.7% |
| 30D | -24.2% | +13.4% | -37.6% | -31.8% |
| 3M | +11.5% | -2.5% | +14.0% | +17.4% |
| 6M | -1.0% | -6.2% | +5.2% | +10.2% |
| YTD | +260.3% | -1.3% | +261.6% | +301.9% |
| 1Y | +178.2% | +4.3% | +173.8% | +180.5% |
| All | +178.2% | +4.6% | +173.5% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling